+272.0%
TMUS vs ILMN
+1,253.3%
-981.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +2.2% |
| 7D | +9.0% | -28.3% | +37.3% | +14.2% |
| 30D | -3.2% | -24.0% | +20.7% | +0.1% |
| 3M | -6.9% | +4.1% | -11.0% | -9.4% |
| 6M | -16.4% | +49.6% | -66.0% | -24.1% |
| YTD | -19.6% | +58.6% | -78.2% | -28.5% |
| 1Y | -19.9% | +69.9% | -89.8% | -29.7% |
| 3Y | +14.5% | +82.9% | -68.4% | -5.6% |
| 5Y | +37.7% | -47.6% | +85.3% | +42.0% |
| 10Y | +242.2% | +58.8% | +183.4% | +161.2% |
| All | +272.0% | +1,253.3% | -981.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling